I remember watching the MythBusters a few years back when they where
testing whether having your windows down or having your air conditioning on was
better for fuel economy in your car. I immediately wanted it to result in better
fuel economy to have the windows down, simply because I prefer to have the
windows down to using the air con. I had no logical reason for this reaction,
simply knowing would be better then I could make an informed decision, but
instead I was automatically looking for reasons why the air con would be less
efficient and the extra drag from the windows negligible.

This anecdote illustrates an important facet of human nature: we naturally
look for the result we'd prefer to see. All humans are prone to this in some
situations. It is for instance prevalent in the Creation/Evolution debate;
Christians have an instinctive tendency to look for evidences, or interpretations
thereof, that support a recent creation of the Earth, while Atheists have
the exact same tendency to look for the opposite. The reason for this is of
course obvious: no one likes to have their entire sincerely held worldview
shattered. This is of course only one example; the same sort of issues arise in
all areas of human knowledge to some extent or another.

I suspect that everyone demonstrates this bias, at least in some areas, and
in some fields of study it is probable that no one is immune to it. Any one who
claims otherwise is most likely telling mistruth, either they are being
deliberately deceptive, or they are unaware of their own thinking, which means
their thinking is suspect. We cannot, after all, overcome our own biases unless
we are aware of them. Ultimately we most consciously watch for and correct our
own biases to prevent our own thinking from becoming faulty or limited.

PS: In the MythBusters', admittedly limited and un-scientific, testing it was concluded that
having your windows down was better for your fuel economy, so it turned out I
was right all along. :-)